back-testing
backtesting

Try this out yourself by back-testing one or two companies that you know very well.

He also criticizes it for back-testing (although the method was published in 1991).

Back-testing is run regularly to compare the actual results of the last three months with the forecast.

In back-testing, that strategy was an even better performer.

As far as I can tell, there was no basis for this approach other than the fact that the stocks did better in back-testing.

Our back-testing proves that over the long term the P/L% should increase to approximately 2.5%.

Finally, investors are going back and back-testing.

Back-testing is the only way Common sense dictates you should get the answers to some basic questions before you begin trading.

What is more, even during gentler times, back-testing shows that returns from punting election results are marginal.

(The lowest-priced stock did not do as well in back-testing.)

His back-testing showed that the method would have produced returns well above the broader market averages over a two-decade period.

In back-testing, the Dow 5 performed significantly better than the Dow 10.

In the face of subsequent back-testing, this rule was tweaked to eliminate the double weighting and to add a few other features.

It recommends the Foolish Four strategy, whose portfolio construction rules are constantly being tweaked by back-testing.

The features include summary statistics, test of hypothesis, correlogram analysis, modeling, calibration, residuals diagnosis, back-testing and forecast.

Back-testing is suspect, because it can involve what statisticians call "data mining" - searching a data base for a desired result, regardless of the causes.

What-if modeling, back-testing, and re-analysis.

With it we can perform a variety of analyses (correlations between books, back-testing, estimating sensitivities to risk factors, P&L decomposition and attribution, etc.).

All MarketGrader indices go through a significant period of back-testing (at least 3.5 years) before their launch as ETFs.

Back-testing of the data to 1999 shows the index closely matches growth in real gross domestic product and changes in the Federal Reserve's industrial production data.

The software's back-testing, order-generation and trade execution capabilities were fully integrated for both securities and futures markets in 2003, and forex was added soon thereafter.

Back-testing by Goldman’s quants shows that these had a very good record in the past of predicting earnings revisions, in either direction, and it predicted a fall for this month.

Foremost among them are real-time tests, which judge a strategy by applying it to today's markets and building a track record from scratch, not by back-testing it with historical data.

CME said that, in that instance, Infinium used an algorithm in the open market that had been created the previous night with only one to two hours of back-testing.

By back-testing the loans using the CoreLogic model from the time the mortgage securities were originated, the analysis compared those values with the loans’ appraised values as stated in prospectuses.

Backtesting is using past data to test a trading system.

Finally, backtesting, like other modeling, is limited by potential overfitting.

Before doing the backtesting or optimization, one needs to set up the data required which is the historical data of a specific time period.

The agreement with empirical VaR or backtesting performance is excellent.

The firm selects funds with a high statistical likelihood of outperforming, based on its own backtesting.

Attached is the file the bankers are using to "reconcile" our backtesting against your pnl's.

She has conducted backtesting analysis on the monthly data and also forwarded this information to Fundamentals to give them a sense of model error.

Backtesting is a kind of retrodiction, and a special type of cross-validation applied to time series data.

Backtesting strategies is at the heart of Wealth-Lab.

Only technical indicators which are entirely algorithmic can be programmed for computerised automated backtesting.

Backtesting is most often performed for technical indicators, but can be applied to most investment strategies (e.g. fundamental analysis).

Further backtesting by Mebane Faber has shown this effect has been in place since 1950.

We need to test this approach for a period of time and also to collect backtesting data for an educated choice of decay factor.

Backtesting is a term used in oceanography, meteorology and the financial industry to refer to testing a predictive model using existing historic data.

Backtesting has historically only been performed by large institutions and professional money managers due to the expense of obtaining and using detailed datasets.

While traditional backtesting was done by hand, this was usually only performed on human-selected stocks, and was thus prone to prior knowledge in stock selection.

"When backtesting since the 1960s, you need loose monetary policy and an expectation of the business cycle picking up to get a sustained rally," Juckes said.

Tanya's analysis on a fictitious portfolio indicates higher VaR numbers, but poorer backtesting in comparison to the historical approach.

Rick, David asked that I forward to Steve Allen at Chase a revised backtesting file.

This suite was not reviewed in advance of the new VaR model being rolled out, but rather only had a limited amount of backtesting completed on it.

Backtesting of a trading system involves programmers running the program using historical market data in order to determine whether the underlying algorithm guiding the system may produce the expected results.

Additionally, in quantitative backtesting of market performance or other characteristics, survivorship bias is the use of a current index membership set rather than using the actual constituent changes over time.

While the rising moving average indicator is commonly used by investors without realising, there has been significant backtesting on historic stock data to calculate the performance of the rising moving average.

The MetaStock software package includes charting functionality in various styles, 250 prebuilt technical indicators, scanning, filtering backtesting, line study drawing, forecasting, automated analysis, and custom indicator creation.

Developers can create backtesting software to enable a trading system designer to develop and test their trading systems using historical market data to optimize the results obtained with the historical data.